+17.1%
BABA vs HAS
+101.4%
-84.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.6% | -0.2% | +11.8% | +11.7% |
| 30D | +2.3% | +31.0% | -28.7% | -6.1% |
| 3M | -13.7% | +30.7% | -44.3% | -20.8% |
| 6M | -21.9% | +23.9% | -45.8% | -27.6% |
| YTD | -24.6% | +48.3% | -73.0% | -34.2% |
| 1Y | -34.1% | +60.2% | -94.3% | -43.9% |
| 3Y | +36.3% | +189.2% | -153.0% | -5.5% |
| 5Y | -26.7% | +50.4% | -77.1% | -38.6% |
| All | +17.1% | +101.4% | -84.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling